Double Exponential Smoothing Berimputasi LOCF Dan Linear Interpolation Dalam Akurasi Peramalan Harga Harian Emas

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Riki Ruli A. Siregar
Taufik Djatna
Sergius Sarmose Manggara Putra Sarmose Manggara Putra
Irwansyah Saputra

Abstract

Gold is another kind of investment that often experiences price change, mostly every day. Because of its price fluctuation, forecasting is needed to help the investor in investment decision making. But during this Coronavirus Disease 2019 (Covid-19), the gold price is fluctuating extremely than the past 4 years so a better forecasting method approached and analysis technique is needed due to this case. Double Exponential Smoothing method is chosen to forecast this daily gold price. On the other hand, there are so many missing values spreading around the main dataset so the imputation method is needed too, Last Observation Carried Forward (LOCF) and linear interpolation are chosen for imputing the missing values. In this research, the main dataset was split into 3 (three) datasets, which are Precovid-19 (before Covid-19, used only for visualizing the actual fluctuation condition during this pandemic), Incovid-19 (during Covid-19 based on the date where the first Covid-19 case occurred in Indonesia), and Combination (a binding dataset of Pracovid-19 and Incovid-19). Although Incovid-19’s MAPE value is higher than Pracovid-19 and Combination’s MAPE values, in evaluation session showed that Incovid-19’s MAPE of forecast results has the lowest value rather than Combination’s MAPE of forecast results, so the conclusion of this research is Incovid-19 dataset with LOCF imputation is the most adaptive with the actual condition and it is used to forecast the daily gold price until the last period of the main dataset then.

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How to Cite
Siregar, R., Djatna, T., Sarmose Manggara Putra, S., & Saputra, I. (2021). Double Exponential Smoothing Berimputasi LOCF Dan Linear Interpolation Dalam Akurasi Peramalan Harga Harian Emas. KILAT, 10(1), 208 - 222. https://doi.org/10.33322/kilat.v10i2.1200
Section
Articles
Author Biography

Riki Ruli A. Siregar, Institut Teknologi PLN

Data Mining; Artificial Intelegence; Embedded System

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